Related papers: Solving the 100 Swiss Francs Problem
We make an important connection to existing results in econometrics to describe an alternative formulation of inverse reinforcement learning (IRL). In particular, we describe an algorithm using Conditional Choice Probabilities (CCP), which…
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of observations (T). An inferential theory is developed. We…
Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…
This research was devoted to investigate the inverse spectral problem of Sturm-Liouville operator with many frozen arguments. Under some assumptions, the authors obtained uniqueness theorems. At the end, a numerical simulation for the…
There are $n$ independent Bernoulli random variables $I_{k}$ with parameters $p_{k}$ that are observed sequentially. We consider a generalization of the Last-Success-Problem considering $w_{k}$ positive payments if the player successfully…
Suppose $E$ is an elliptic curve over $\mathbb{Q}$ and $\chi$ is a Dirichlet character. We use statistical properties of modular symbols to estimate heuristically the probability that $L(E,\chi,1) = 0$. Via the Birch and Swinnerton-Dyer…
We investigate brokerage between traders from an online learning perspective. At any round $t$, two traders arrive with their private valuations, and the broker proposes a trading price. Unlike other bilateral trade problems already studied…
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…
This is an exposition of recent developments in the theory of bounded differences between primes. Readers are expected to be beginners of analytic number theory. The present text is a substantially improved and augmented version of the one…
A well known upper bound for the spectral radius of a graph, due to Hong, is that $\mu_1^2 \le 2m - n + 1$. It is conjectured that for connected graphs $n - 1 \le s^+ \le 2m - n + 1$, where $s^+$ denotes the sum of the squares of the…
Recent work in large language modeling (LLMs) has used fine-tuning to align outputs with the preferences of a prototypical user. This work assumes that human preferences are static and homogeneous across individuals, so that aligning to a a…
There is a sudden surge to model human behavior due to its vast and diverse applications which includes modeling public policies, economic behavior and consumer behavior. Most of the human behavior itself can be modeled into a choice…
This paper gives a new approach for the maximum likelihood estimation of the joint of the location and scale of the Cauchy distribution. We regard the joint as a single complex parameter and derive a new form of the likelihood equation of a…
A collector wishes to collect $m$ complete sets of $N$ distinct coupons. The draws from the population are considered to be independent and identical distributed with replacement, and the probability that a type-$j$ coupon is drawn is noted…
We study the problem of maximum likelihood estimation of densities that are log-concave and lie in the graphical model corresponding to a given undirected graph $G$. We show that the maximum likelihood estimate (MLE) is the product of the…
Chatterjee, Diaconis and Sly (2011) recently established the consistency of the maximum likelihood estimate in the $\beta$-model when the number of vertices goes to infinity. By approximating the inverse of the Fisher information matrix, we…
Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…
We study the two-agent single-item bilateral trade. Ideally, the trade should happen whenever the buyer's value for the item exceeds the seller's cost. However, the classical result of Myerson and Satterthwaite showed that no mechanism can…
We consider the problem of selecting a subset of alternatives given noisy evaluations of the relative strength of different alternatives. We wish to select a k-subset (for a given k) that provides a maximum likelihood estimate for one of…
Let $\mathcal{P}$ be the set of all primes and $\pi(x)$ be the number of primes up to $x$. For any $n\ge 2$, let $P^+(n)$ be the largest prime factor of $n$. For $0<c<1$, let $$T_c(x)=\#\{p\le x:p\in \mathcal{P},P^+(p-1)\ge p^c\}.$$ In this…